V-Lab

CBOE DJIA Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:179.04% (-8.06%)
Analysis last updated: Friday, July 11, 2025 at 11:37 AM UTC
Date Range:

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to

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graph of CBOE DJIA Volatility Index APMEM
paramt-stat
ω0.64578.02
α0.154831.32
β0.8116127.50
γ-0.2165-15.23
δ1.247925.08
Estimation Period:
Oct 6, 1997 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts